Solved

Assume That the S&P 200 Is at 3850 $3897.67 \$ 3897.67

Question 24

Multiple Choice

Assume that the S&P 200 is at 3850.The continuous dividend yield is 5.5% per annum and the risk free rate is 6.5% per annum.An SPI contract with 45 days to expiry would be priced at?


A) $3897.67 \$ 3897.67
B) $3852.87 \$ 3852.87
C) $3857.24 \$ 3857.24
D) $3854.75 \$ 3854.75

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q19: Swaps,like futures contracts,are generally written with zero

Q20: Forward contracts _ traded on an organised

Q21: The use of standardised derivative contracts ensures

Q22: Which of the following best represents the

Q25: The S&P/ASX200 spot contract is at

Q26: Cox,Ingersoll & Ross (1981),research has found that

Q27: If the SPI futures contract is

Q28: The S&P/ASX200 spot contract is at 4055

Q29: For an SPI futures contract where the

Q44: A futures contract _.<br>A) is a contract